Yuji Yoshida

Publication Activity (10 Years)

Years Active: 1998-2020
Publications (10 Years): 19

Top Topics

Portfolio Optimization

Utility Function

Asset Management

Top Venues

J. Adv. Comput. Intell. Intell. Informatics

Publications

Mateu Sbert, Yuji Yoshida
Stochastic Orders on Two-Dimensional Space: Application to Cross Entropy. MDAI (2020)
Yuji Yoshida
Portfolio optimization in fuzzy asset management with coherent risk measures derived from risk averse utility. Neural Comput. Appl. 32 (15) (2020)
Yuji Yoshida
Bivariate Risk Measures and Stochastic Orders. MDAI (2020)
Yuji Yoshida
Risk-sensitive Markov Decision Processes with Risk Constraints of Coherent Risk Measures in Fuzzy and Stochastic Environment. IJCCI (2019)
Yuji Yoshida
Risk-Sensitive Markov Decision Under Risk Constraints with Coherent Risk Measures. MDAI (2019)
Yasuto Nishiwaki, Yuji Yoshida, Takeshi Teramra, Atsushi Motoyama, Kazuhiro Tsuda
A Consideration of Evaluation Method of Sentiment Analysis on Social Listening. KES (2019)
Yuji Yoshida
. J. Adv. Comput. Intell. Intell. Informatics 23 (3) (2019)
Yuji Yoshida
Markov Decision Processes with Coherent Risk Measures: Risk Aversity in Asset Management. CogSIMA (2019)
Yuji Yoshida
Risk-Sensitive Decision-Making Under Risk Constraints with Coherent Risk Measures. KES-IDT (2) (2019)
Yuji Yoshida, Satoru Kumamoto
Dynamic Average Value-at-Risk Allocation on Worst Scenarios in Asset Management. TAMC (2019)
Yuji Yoshida
Dynamic Fuzzy Asset Management for Worst Scenarios with Average Value-at-Risks. CIST (2018)
Yuji Yoshida
Coherent Risk Measures Derived from Utility Functions. MDAI (2018)
Yuji Yoshida
Maximization of Returns under Value-at-Risk Constraints in Dynamic Fuzzy Asset Allocation. FUZZ-IEEE (2018)
Yuji Yoshida
Portfolios optimization with coherent risk measures in fuzzy asset management. ISCBI (2017)
Yuji Yoshida
Maximization of Returns under an Average Value-at-Risk Constraint in Fuzzy Asset Management. KES (2017)
Yuji Yoshida
Comparison of Risk Averse Utility Functions on Two-Dimensional Regions. MDAI (2017)
Yuji Yoshida
Optimization of dynamic maximum for value-at-risks with fuzziness in asset management. FUZZ-IEEE (2017)
Yuji Yoshida
A Dynamic Average Value-at-Risk Portfolio Model with Fuzzy Random Variables. Fuzzy Sets, Rough Sets, Multisets and Clustering (2017)
Yuji Yoshida
Weighted Quasi-Arithmetic Means on Two-Dimensional Regions: An Independent Case. MDAI (2016)
Masashi Kouda, Ryuji Hirase, Takeshi Yamao, Shu Hotta, Yuji Yoshida
Orientation-Controlled Films of Thiophene/Phenylene Co-Oligomers. IEICE Trans. Electron. (2) (2015)
Yuji Yoshida
Weighted Quasi-Arithmetic Mean on Two-Dimensional Regions and Their Applications. MDAI (2015)
Yuji Yoshida
Aggregation of Dynamic Risk Measures in Financial Management. MDAI (2014)
Yuji Yoshida
Ordered Weighted Averages on Intervals and the Sub/Super-Additivity. J. Adv. Comput. Intell. Intell. Informatics 17 (4) (2013)
Yuji Yoshida
Optimization of value-at-risk portfolios in uncertain lognormal models. IFSA/NAFIPS (2013)
Yuji Yoshida, Kei Majima, Tatsuya Yamada, Yuki Maruno, Yuichi Sakumura, Kazushi Ikeda
Experimental comparison of classification methods for key kinase identification for neurite elongation. EMBC (2013)
Yuji Yoshida
Weighted Quasi-Arithmetic Means: Utility Functions and Weighting Functions. MDAI (2013)
Yuji Yoshida
An Ordered Weighted Average with a Truncation Weight on Intervals. MDAI (2012)
Yuji Yoshida
Weighted Quasi-Arithmetic Means and the Domain Translations. J. Adv. Comput. Intell. Intell. Informatics 16 (1) (2012)
Yuji Yoshida
A Dynamic Risk Allocation of Value-at-Risks with Portfolios. J. Adv. Comput. Intell. Intell. Informatics 16 (7) (2012)
Yuji Yoshida
Weighted Quasi-Arithmetic Means and a Risk Index for Stochastic Environments. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 19 (Supplement-1) (2011)
Yuji Yoshida
A Dynamic Value-at-Risk Portfolio Model. MDAI (2011)
Yuji Yoshida
Risk Analysis of Portfolios Under Uncertainty: Minimizing Average Rates of Falling. J. Adv. Comput. Intell. Intell. Informatics 15 (1) (2011)
Masayuki Chikamatsu, Yoshinori Horii, Ming Lu, Yuji Yoshida, Reiko Azumi, Kiyoshi Yase
Complementary Inverters Based on Soluble P- and N-Channel Organic Semiconductors. IEICE Trans. Electron. (12) (2011)
Yuji Yoshida
Quasi-arithmetic means and ratios of an interval induced from weighted aggregation operations. Soft Comput. 14 (5) (2010)
Yuji Yoshida
Weighted Quasi-arithmetic Means and Conditional Expectations. MDAI (2010)
Yuji Yoshida
An estimation model of value-at-risk portfolio under uncertainty. Fuzzy Sets Syst. 160 (22) (2009)
Yuji Yoshida
A Perception-Based Portfolio Under Uncertainty: Minimization of Average Rates of Falling. MDAI (2009)
Yuji Yoshida
The Minimization of the Risk of Falling in Portfolios under Uncertainty. IFSA/EUSFLAT Conf. (2009)
Yuji Yoshida
A risk-minimizing portfolio model with fuzziness. FUZZ-IEEE (2008)
Yuji Yoshida
Aggregated Mean Ratios of an Interval Induced from Aggregation Operations. MDAI (2008)
Yuji Yoshida
Perception-Based Estimations of Fuzzy Random Variables: Linearity and convexity. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 16 (Supplement-1) (2008)
Yuji Yoshida
A Risk-Sensitive Portfolio with Mean and Variance of Fuzzy Random Variables. ICIC (2) (2008)
Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida
Fuzzy optimality relation for perceptive MDPs - the average case. Fuzzy Sets Syst. 158 (17) (2007)
Yuji Yoshida
Fuzzy Extension of Estimations with Randomness: The Perception-Based Approach. MDAI (2007)
Yuji Yoshida
A Risk-Minimizing Model Under Uncertainty in Portfolio. IFSA (1) (2007)
Yuji Yoshida
Mean Values of Fuzzy Numbers with Evaluation Measures and the Measurement of Fuzziness. JCIS (2006)
Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano
A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty. Fuzzy Sets Syst. 157 (19) (2006)
Yuji Yoshida
A Defuzzification Method of Fuzzy Numbers Induced from Weighted Aggregation Operations. MDAI (2006)
Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida
A fuzzy approach to Markov decision processes with uncertain transition probabilities. Fuzzy Sets Syst. 157 (19) (2006)
Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano
A Discrete-Time American Put Option Model with Fuzziness of Stock Prices. Fuzzy Optim. Decis. Mak. 4 (3) (2005)
Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida
Perceptive Evaluation for the Optimal Discounted Reward in Markov Decision Processes. MDAI (2005)
Yuji Yoshida
Mean Values of Fuzzy Numbers by Evaluation Measures and its Measurement of Fuzziness. CIMCA/IAWTIC (2005)
Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano, Satoru Kumamoto
An Objective Function Based on Fuzzy Preferences in Dynamic Decision Making. KES (2004)
Yuji Yoshida
A Mean Estimation of Fuzzy Numbers by Evaluation Measures. KES (2004)
Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano, Satoru Kumamoto
Dynamic decision making with an objective function based on fuzzy preferences. FUZZ-IEEE (2004)
Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida
A Fuzzy Stopping Problem with the Concept. Fuzzy Optim. Decis. Mak. 3 (4) (2004)
Yuji Yoshida
Decision Making in a Dynamic System Based on Aggregated Fuzzy Preferences. MDAI (2004)
Yuji Yoshida
The valuation of European options in uncertain environment. Eur. J. Oper. Res. 145 (1) (2003)
Yuji Yoshida
Continuous-time fuzzy decision processes with discounted rewards. Fuzzy Sets Syst. 139 (2) (2003)
Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano
A Discrete-Time Portfolio Selection with Uncertainty of Stock Prices. IFSA (2003)
Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano
Fuzzy stopping problems in continuous-time fuzzy stochastic systems. Fuzzy Sets Syst. 139 (2) (2003)
Yuji Yoshida
A discrete-time model of American put option in an uncertain environment. Eur. J. Oper. Res. 151 (1) (2003)
Yuji Yoshida
A Fuzzy Decision Making Model of American Option Pricing in Financial Engineering. JCIS (2002)
Yuji Yoshida
Optimal stopping models in a stochastic and fuzzy environment. Inf. Sci. 142 (1-4) (2002)
Yuji Yoshida
Fuzzy stopping in continuous-time dynamic fuzzy systems. Fuzzy Sets Syst. 132 (3) (2002)
Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano
Pricing of American Put Option with Uncertainty of Stock Prices by Weighting Functions. FSKD (2002)
Yuji Yoshida, Etienne E. Kerre
A fuzzy ordering on multi-dimensional fuzzy sets induced from convex cones. Fuzzy Sets Syst. 130 (3) (2002)
Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida
An approach to stopping problems of a dynamic fuzzy system. Fuzzy Sets Syst. 131 (2) (2002)
Yuji Yoshida
Dynamic Decision Making in Fuzzy and Stochastic Environments. FSKD (2002)
Yuji Yoshida
Option Pricing Models for Fuzzy Decision Making in Financial Engineering. FUZZ-IEEE (2001)
Yuji Yoshida
A limit theorem in dynamic fuzzy systems with transitive fuzzy relations. Fuzzy Sets Syst. 109 (3) (2000)
Yuji Yoshida
A continuous-time dynamic fuzzy system. (II). Fuzzy potentials. Fuzzy Sets Syst. 113 (3) (2000)
Yuji Yoshida
A continuous-time dynamic fuzzy system. (I). A limit theorem. Fuzzy Sets Syst. 113 (3) (2000)
Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida
A fuzzy relational equation in dynamic fuzzy systems. Fuzzy Sets Syst. 101 (3) (1999)
Yuji Yoshida
Duality in dynamic fuzzy systems. Fuzzy Sets Syst. 95 (1) (1998)
Yuji Yoshida
The recurrence of dynamic fuzzy systems. Fuzzy Sets Syst. 95 (3) (1998)
Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano
A limit theorem in dynamic fuzzy systems with a monotone property. Fuzzy Sets Syst. 94 (1) (1998)
Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida
Fuzzy stopping of a dynamic fuzzy system. KES (3) (1998)
Yuji Yoshida
Optimal stopping of a continuous-time dynamic fuzzy system under possibility theory. KES (3) (1998)
Yuji Yoshida
Cyclic classes and an ergodic theorem in dynamic fuzzy systems. Fuzzy Sets Syst. 95 (2) (1998)
Yuji Yoshida
A Time-Average Fuzzy Reward Criterion in Fuzzy Decision Processes. Inf. Sci. 110 (1-2) (1998)